+1,872.1%
T vs CTAS
+23,129.2%
-21,257.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | +11.4% | -0.2% | +11.6% | +11.4% |
| 3M | +14.3% | +11.7% | +2.6% | +11.0% |
| 6M | -9.3% | +0.7% | -10.0% | -9.8% |
| YTD | +7.1% | +7.4% | -0.3% | +4.7% |
| 1Y | -9.1% | -2.1% | -7.0% | -9.1% |
| 3Y | +105.3% | +62.9% | +42.4% | +78.7% |
| 5Y | +66.8% | +111.9% | -45.1% | +34.2% |
| 10Y | +66.8% | +652.2% | -585.4% | -4.8% |
| All | +1,872.1% | +23,129.2% | -21,257.1% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling